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SPX vs VIX

5已有 8121 次阅读  2012-10-19 21:18
2012-11-21
VIX two days under lower BB and 3rd white bar. 这是个著名的short (SPY) setup,胜率挺高,至少会有几天的回调。


Below table is my calculation using historical data of VIX and SPX (yahoo data since 1990).
The Event(VIX two days under lower BB and 3rd white bar) time and its 1st day:

Conclusion: 100% sure. next day SPX red in past. It happened three times.
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2012-11-20
One month later, A reversal case.
VIX opened and closed below its BB bottom,就是说整个身体都在BB bottom以下。短期多半是有回调的。可能要过几天。
Statistics says: (历次后) 股市跌多(red)涨少(green)。

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2012-10-24
  1. 今天VIX body bar又是完全在BB top之上。自2000年以来,VIX连续两天body bar都在BB top以上的情况,每次都是大反弹,但这个反弹最终都失败了。
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